#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Termstructures.Volatility.Optionlet;
namespace Cephei.QL.Cashflows
{
     // <summary> 
	// ! Black-formula pricer for capped/floored Ibor coupons
	// </summary>
    [Guid ("80BAE1CA-28B7-40b7-8E02-8508ECA51140"),ComVisible(true)]
	public interface IBlackIborCouponPricer : Cephei.QL.Cashflows.IIborCouponPricer
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Double CapletPrice(Double effectiveCap);
        
		 Double CapletRate(Double effectiveCap);
        
		 Double FloorletPrice(Double effectiveFloor);
        
		 Double FloorletRate(Double effectiveFloor);
        // <summary> 
		// ===========================================================================// BlackIborCouponPricer                        // ===========================================================================
		// </summary>
		 IBlackIborCouponPricer Initialize(Cephei.QL.Cashflows.IFloatingRateCoupon coupon);
        
		 Double SwapletPrice {get;}
        
		 Double SwapletRate {get;}
    }

    // <summary> 
	// ! Black-formula pricer for capped/floored Ibor coupons Factory
	// </summary>
   	[ComVisible(true)]
    public interface IBlackIborCouponPricer_Factory // : Collection_Factory<IBlackIborCouponPricer, ICell<IBlackIborCouponPricer>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IBlackIborCouponPricer Create (Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Termstructures.Volatility.Optionlet.IOptionletVolatilityStructure> v);
    }
}

